I applied through other source. The process took 4 weeks. I interviewed at Citadel (New York, NY) in Jul 2017
Interview
3 rounds of interviews with both HR and portfolio manager. First was introductory and process-focused followed by more in depth conversations on specific stocks. Lastly, there was a project that could either be a modeling case study or a mock portfolio given level of applicant.
Interview questions [1]
Question 1
What is your investment process and how do you gain conviction around a name?
Focus areas:
Algorithms
Systems design
Concurrency
Networking
OS internals
Performance optimization
C++/Java/Python depth
Debugging under pressure
Probability
Linear algebra
Statistics
Stochastic processes
ML fundamentals
Market microstructure
Signal generation
Expected value puzzles
Bayesian inference
Regression problems
Estimation questions
Trading simulations
very nice process, super detailed and they asked a lot about my previous research experience and really tried to understand my view on the markets and my philosophical approach to building investment strategies
The interview process consisted in an initial HR Screening, then a coding homework, and finally onsite interviews with the the team. The final interview with the Portfolio manager consisted in a case study followed by an open conversation.
Interview questions [1]
Question 1
HR Screening then coding homework, then onsite with 3 back to back interviews